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ENH: implementing the Cholesky backpropagation through Scipy's BLAS

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David Menéndez Hurtado 2015-08-17 12:21:54 +02:00
parent 10c19d853f
commit da7e4e3af6
5 changed files with 5156 additions and 3467 deletions
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6
setup.py
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@ -21,9 +21,9 @@ ext_mods = [Extension(name='GPy.kern._src.stationary_cython',
extra_compile_args=compile_flags,
extra_link_args = ['-lgomp']),
Extension(name='GPy.util.choleskies_cython',
sources=['GPy/util/choleskies_cython.c', 'GPy/util/cholesky_backprop.c'],
sources=['GPy/util/choleskies_cython.c'],
include_dirs=[np.get_include()]+(['/System/Library/Frameworks/Accelerate.framework/Versions/Current/Frameworks/vecLib.framework/Versions/Current/Headers'] if sys.platform=='darwin' else []),
extra_link_args = ['-lgomp', '-lblas'],
extra_link_args = ['-lgomp'],
extra_compile_args=compile_flags+['-std=c99']),
Extension(name='GPy.util.linalg_cython',
sources=['GPy/util/linalg_cython.c'],
@ -64,7 +64,7 @@ setup(name = 'GPy',
py_modules = ['GPy.__init__'],
test_suite = 'GPy.testing',
long_description=read('README.md'),
install_requires=['numpy>=1.7', 'scipy>=0.12'],
install_requires=['numpy>=1.7', 'scipy>=0.16', 'cython>=0.22'],
extras_require = {'docs':['matplotlib >=1.3','Sphinx','IPython']},
classifiers=['License :: OSI Approved :: BSD License',
'Natural Language :: English',